Oprah: So this was your option: Moving to primetime rather than going through looking for another job at another network.

Jay: Well, to go to another network, boy, it's a lot of work. I mean, you don't know where you're going. You don't know who you're dealing with. I've been at this network since 1984 in one form or another. I know the lighting guys. I know what lighting guys I want. I know the makeup people. I just know it. I'm comfortable here. I'm not someone who jumps around, you know?

Oprah: Did you not feel disrespected by the NBC executives?

Jay: Oh yes, I most certainly did.

Oprah: So was it against your better judgment to do the primetime show?

Jay: Well, I chose to do it, so I take full responsibility.

Oprah: Did you do it because—is there a part of you that finds it hard to say goodbye to television?

Jay: I did it because it's an interesting challenge.

Oprah: How did you feel as the date was approaching for you to say your final goodbye on The Tonight Show?

Jay: It was difficult. You know, paradise is the ability to know you're in it before you're cast out of it, and that's the way I look at life. It's like being married. I go: "Oh, that girl's cute. Oh boy. Oh no. That would be trouble." So I go home, and I see my wife and I go: "Okay. I know what paradise is, okay? And I'm living in it." And it's the same thing with this. Every day, coming to work here was paradise. It's a wonderful staff—great people to work with. It was a lot of fun, and the days just rolled by. It wasn't one of these things where: "Oh, this is horrible. I'm nervous. I hate it." It was just the most wonderful experience of my life.